Internally, the U2 and G3 are exactly the same - the only difference being the battery: the U2 uses a rechargable Li-Ion battery while the G3 uses an AA battery and plays for ~50 hours.

The U3 has a stronger amplifier, driving big high-impedance headphones better. It also has a color screen and is able to play back XviD/MPEG4 movies, similar to the U10. It also plays lossless FLAC audio files, which the other players won't.

I can't tell you which radio sounds better, but the one on my X5 is fine for my needs.

IMO, the video playback function is a bit useless on the small screen of the U3 and you won't need the strong amp with any normal portable head/earphones - so go for the U2 or G3, depending on your battery preferences.

Li-Ion batteries from old stock will die faster. From the day they are manufactured they start degrading. So better get a new one. Although getting a replacement battery from Cowon isn't as expensive as, for example, a new iPod battery.

Your concern is valid - with the G3 you are on the safe side - and you even get more than twice the playback time of the U2 (although the G3 is somewhat bigger, due to the AA battery).

I don't know about a lanyard, better look it up at www.cowon.com. But it wouldn't cost an arm and a leg to get some cheapo lanyard from somewhere...